+201.5%
PDD vs WAT
+142.3%
+59.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -4.5% |
| 7D | -1.4% | +6.0% | -7.5% | -3.6% |
| 30D | -1.0% | +9.9% | -10.9% | -4.6% |
| 3M | -12.3% | +17.2% | -29.4% | -17.4% |
| 6M | -18.5% | +34.2% | -52.7% | -27.6% |
| YTD | -29.0% | +25.5% | -54.5% | -36.1% |
| 1Y | -40.7% | +28.3% | -69.0% | -47.2% |
| 3Y | -25.7% | +88.4% | -114.0% | -48.4% |
| 5Y | -3.3% | +36.1% | -39.4% | -22.2% |
| All | +201.5% | +142.3% | +59.2% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling